+146.2%
SN vs RL
+19.4%
+126.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.1% |
| 7D | +3.5% | -4.4% | +7.9% | +6.1% |
| 30D | +19.4% | +5.6% | +13.9% | +14.9% |
| 3M | +20.9% | -0.6% | +21.6% | +20.7% |
| 6M | +111.1% | +15.5% | +95.7% | +87.7% |
| YTD | +102.8% | +12.3% | +90.5% | +81.7% |
| 1Y | +146.2% | +19.3% | +126.9% | +110.6% |
| All | +146.2% | +19.4% | +126.8% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling